R Under development (unstable) (2024-08-21 r87038 ucrt) -- "Unsuffered Consequences" Copyright (C) 2024 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > library(testthat) > Sys.setenv('OMP_THREAD_LIMIT'=2) > library(rlibkriging) Attaching package: 'rlibkriging' The following objects are masked from 'package:base': load, save > > ##library(rlibkriging, lib.loc="bindings/R/Rlibs") > ##library(testthat) > > for (kernel in c("exp","matern3_2","matern5_2","gauss")) { + context(paste0("Check LogLikelihood for kernel ",kernel)) + + f = function(x) 1-1/2*(sin(12*x)/(1+x)+2*cos(7*x)*x^5+0.7) + plot(f) + n <- 5 + set.seed(123) + X <- as.matrix(runif(n)) + y = f(X) + points(X,y) + + k = DiceKriging::km(design=X,response=y,covtype = kernel,control = list(trace=F)) + ll = function(theta) DiceKriging::logLikFun(theta,k) + plot(Vectorize(ll),ylab="LL",xlab="theta",xlim=c(0.01,1)) + for (x in seq(0.01,1,,11)){ + envx = new.env() + llx = DiceKriging::logLikFun(x,k,envx) + gllx = DiceKriging::logLikGrad(x,k,envx) + arrows(x,llx,x+.1,llx+.1*gllx) + } + + #library(rlibkriging) + r <- Kriging(y, X, kernel) + ll2 = function(theta) logLikelihoodFun(r,theta)$logLikelihood + # plot(Vectorize(ll2),col='red',add=T) # FIXME fails with "error: chol(): decomposition failed" + for (x in seq(0.01,1,,11)){ + envx = new.env() + ll2x = logLikelihoodFun(r,x)$logLikelihood + gll2x = logLikelihoodFun(r,x,return_grad = T)$logLikelihoodGrad + arrows(x,ll2x,x+.1,ll2x+.1*gll2x,col='red') + } + + precision <- 1e-8 # the following tests should work with it, since the computations are analytical + x=.5 + xenv=new.env() + test_that(desc="logLik is the same that DiceKriging one", + expect_equal(logLikelihoodFun(r,x)$logLikelihood[1],DiceKriging::logLikFun(x,k,xenv),tolerance = precision)) + + test_that(desc="logLik Grad is the same that DiceKriging one", + expect_equal(logLikelihoodFun(r,x,return_grad=T)$logLikelihoodGrad,DiceKriging::logLikGrad(x,k,xenv),tolerance= precision)) + } Test passed 😸 Test passed 🥳 Test passed 😸 Test passed 🥳 Test passed 😸 Test passed 🥳 Test passed 😸 Test passed 🥳 > > > ########################## 2D > > for (kernel in c("matern3_2","matern5_2","gauss","exp")) { + context(paste0("Check LogLikelihood for kernel ",kernel)) + + f <- function(X) apply(X, 1, function(x) prod(sin((x-.5)^2))) + n <- 100 + set.seed(123) + X <- cbind(runif(n),runif(n),runif(n)) + y <- f(X) + + k = DiceKriging::km(design=X,response=y,covtype = kernel,control = list(trace=F)) + + ##library(rlibkriging) + r <- Kriging(y, X, kernel) + + precision <- 1e-8 # the following tests should work with it, since the computations are analytical + x=c(.2,.5,.7) + xenv=new.env() + test_that(desc="logLik is the same that DiceKriging one", + expect_equal(logLikelihoodFun(r,x)$logLikelihood[1],DiceKriging::logLikFun(x,k,xenv),tolerance = precision)) + + test_that(desc="logLik Grad is the same that DiceKriging one", + expect_equal(logLikelihoodFun(r,x,return_grad=T)$logLikelihoodGrad[1,],t(DiceKriging::logLikGrad(x,k,xenv))[1,],tolerance= precision)) + } Test passed 🥳 Test passed 🥇 Test passed 🥳 Test passed 🥇 Test passed 🥳 Test passed 🥇 Test passed 🥳 Test passed 🥇 > > proc.time() user system elapsed 3.79 0.39 4.20